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Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

Sparse regression on a library of candidate features has developed as the prime method to discover the partial differential equation underlying a spatio-temporal data-set. These features consist of higher order derivatives, limiting model…

Machine Learning · Computer Science 2021-05-05 Gert-Jan Both , Gijs Vermarien , Remy Kusters

This paper deals with some of the methodologies used to construct polynomial surrogate models based on generalized polynomial chaos (gPC) expansions for applications to uncertainty quantification (UQ) in aerodynamic computations. A core…

Fluid Dynamics · Physics 2018-03-14 Eric Savin , Andrea Resmini , Jacques Peter

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

Sparse polynomial chaos expansions (PCE) are a popular surrogate modelling method that takes advantage of the properties of PCE, the sparsity-of-effects principle, and powerful sparse regression solvers to approximate computer models with…

Numerical Analysis · Mathematics 2021-05-20 Nora Lüthen , Stefano Marelli , Bruno Sudret

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Surrogate modelling techniques have opened up new possibilities to overcome the limitations of computationally intensive numerical models in various areas of engineering and science. However, while fundamental in many engineering…

Numerical Analysis · Mathematics 2024-02-20 José Calos García-Marino , Carmen Calvo-Jurado , Enrique García-Macías

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

Computation · Statistics 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

We present a computational framework for dimension reduction and surrogate modeling to accelerate uncertainty quantification in computationally intensive models with high-dimensional inputs and function-valued outputs. Our driving…

Numerical Analysis · Mathematics 2021-06-30 Helen Cleaves , Alen Alexanderian , Bilal Saad

Surrogate testing techniques have been used widely to investigate the presence of dynamical nonlinearities, an essential ingredient of deterministic chaotic processes. Traditional surrogate testing subscribes to statistical hypothesis…

Signal Processing · Electrical Eng. & Systems 2019-07-18 Radhakrishnan Nagarajan

We propose an efficient surrogate modeling technique for uncertainty quantification. The method is based on a well-known dimension-adaptive collocation scheme. We improve the scheme by enhancing sparse polynomial surrogates with conformal…

Computational Engineering, Finance, and Science · Computer Science 2020-05-20 Niklas Georg , Dimitrios Loukrezis , Ulrich Römer , Sebastian Schöps

Performing reliability analysis on complex systems is often computationally expensive. In particular, when dealing with systems having high input dimensionality, reliability estimation becomes a daunting task. A popular approach to overcome…

Machine Learning · Statistics 2021-12-22 Navaneeth N. , Souvik Chakraborty

Surrogate markers are most commonly studied within the context of randomized clinical trials. However, the need for alternative outcomes extends beyond these settings and may be more pronounced in real-world public health and social science…

Methodology · Statistics 2025-04-23 Rebecca Knowlton , Layla Parast

We introduce a novel procedure that, given sparse data generated from a stationary deterministic nonlinear dynamical system, can characterize specific local and/or global dynamic behavior with rigorous probability guarantees. More…

Dynamical Systems · Mathematics 2023-09-19 Bogdan Batko , Marcio Gameiro , Ying Hung , William Kalies , Konstantin Mischaikow , Ewerton Vieira

In the continual effort to improve product quality and decrease operations costs, computational modeling is increasingly being deployed to determine feasibility of product designs or configurations. Surrogate modeling of these computer…

Machine Learning · Statistics 2021-11-10 Nathan Wycoff , Mickaël Binois , Robert B. Gramacy

Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…

Methodology · Statistics 2024-10-30 Katerina Giannoukou , Stefano Marelli , Bruno Sudret

Machine learning classification techniques have been used widely to recognize the feasible design domain and discover hidden patterns in engineering design. An accurate classification model needs a large dataset; however, generating a large…

Data Analysis, Statistics and Probability · Physics 2021-07-13 Xianping Du , Kai Zhang , Onur Bilgen , Laurent Burlion , Hongyi Xu

This paper presents a physics and data co-driven surrogate modeling method for efficient rare event simulation of civil and mechanical systems with high-dimensional input uncertainties. The method fuses interpretable low-fidelity physical…

Computation · Statistics 2024-05-10 Jianhua Xian , Ziqi Wang

We introduce a conditional pseudo-reversible normalizing flow for constructing surrogate models of a physical model polluted by additive noise to efficiently quantify forward and inverse uncertainty propagation. Existing surrogate modeling…

Machine Learning · Computer Science 2024-04-02 Minglei Yang , Pengjun Wang , Ming Fan , Dan Lu , Yanzhao Cao , Guannan Zhang

Additive nonparametric regression models provide an attractive tool for variable selection in high dimensions when the relationship between the response and predictors is complex. They offer greater flexibility compared to parametric…

Machine Learning · Statistics 2016-07-12 Garret Vo , Debdeep Pati
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